![]() |
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
|
Your cart is empty |
||
|
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Semidefinite programs constitute one of the largest classes of optimization problems that can be solved with reasonable efficiency - both in theory and practice. They play a key role in a variety of research areas, such as combinatorial optimization, approximation algorithms, computational complexity, graph theory, geometry, real algebraic geometry and quantum computing. This book is an introduction to selected aspects of semidefinite programming and its use in approximation algorithms. It covers the basics but also a significant amount of recent and more advanced material. There are many computational problems, such as MAXCUT, for which one cannot reasonably expect to obtain an exact solution efficiently, and in such case, one has to settle for approximate solutions. For MAXCUT and its relatives, exciting recent results suggest that semidefinite programming is probably the ultimate tool. Indeed, assuming the Unique Games Conjecture, a plausible but as yet unproven hypothesis, it was shown that for these problems, known algorithms based on semidefinite programming deliver the best possible approximation ratios among all polynomial-time algorithms. This book follows the "semidefinite side" of these developments, presenting some of the main ideas behind approximation algorithms based on semidefinite programming. It develops the basic theory of semidefinite programming, presents one of the known efficient algorithms in detail, and describes the principles of some others. It also includes applications, focusing on approximation algorithms."
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world. Â
A state-of-the-art edited survey covering all aspects of sampling theory. Theory, methods and applications are discussed in authoritative expositions ranging from multi-dimensional signal analysis to wavelet transforms. The book is an essential up-to-date resource.
This book is a collection of contributions presented at the 16th Conference on Acoustic and Vibration of Mechanical Structure held in Timisoara, Romania, May 28, 2021. The conference focused on a broad range of topics related to acoustics and vibration, such as noise and vibration control, noise and vibration generation and propagation, effects of noise and vibration, condition monitoring and vibration testing, modelling, prediction and simulation of noise and vibration, environmental and occupational noise and vibration, noise and vibration attenuators, biomechanics and bioacoustics. The book also discusses analytical, numerical and experimental techniques applicable to analyze linear and non-linear noise and vibration problems (including strong nonlinearity) and it is primarily intended to emphasize the actual trends and state-of-the-art developments in the above mentioned topics. The primary audience of this book consist of academics, researchers and professionals, as well as PhD students concerned with various fields of acoustics and vibration of mechanical structures.
The revealing of the phenomenon of superhydrophobicity (the "lotus-effect") has stimulated an interest in wetting of real (rough and chemically heterogeneous) surfaces. In spite of the fact that wetting has been exposed to intensive research for more than 200 years, there still is a broad field open for theoretical and experimental research, including recently revealed superhydrophobic, superoleophobic and superhydrophilic surfaces, so-called liquid marbles, wetting transitions, etc. This book integrates all these aspects within a general framework of wetting of real surfaces, where physical and chemical heterogeneity is essential. Wetting of rough/heterogeneous surfaces is discussed through the use of the variational approach developed recently by the author. It allows natural and elegant grounding of main equations describing wetting of solid surfaces, i.e. Young, Wenzel and Cassie-Baxter equations. The problems of superhydrophobicity, wetting transitions and contact angle hysteresis are discussed in much detail, in view of novel models and new experimental data. The second edition surveys the last achievements in the field of wetting of real surfaces, including new chapters devoted to the wetting of lubricated and gradient surfaces and reactive wetting, which have seen the rapid progress in the last decade. Additional reading, surveying the progress across the entire field of wetting of real surfaces, is suggested to the reader. Contents What is surface tension? Wetting of ideal surfaces Contact angle hysteresis Dynamics of wetting Wetting of rough and chemically heterogeneous surfaces: the Wenzel and Cassie Models Superhydrophobicity, superhydrophilicity, and the rose petal effect Wetting transitions on rough surfaces Electrowetting and wetting in the presence of external fields Nonstick droplets Wetting of lubricated surfaces
This book presents a selection of current research results in the field of intelligent systems and draws attention to their practical applications and issues connected with the areas of decision-making, economics, business and finance. The nature of the contributions is interdisciplinary - combining psychological and behavioural aspects with the theory and practice of decision-support, design of intelligent systems and development of machine learning tools. The authors, among other topics, discuss the multi-expert evaluation with intangible criteria, suggest a redefinition of the standard multiple-criteria decision-making framework, propose novel methods for causal map analysis and new feature selection methods. The topics are selected to stress the potential of the up-to-date intelligent methods to deal with practical problems relevant in these areas and to provide inspiration for advanced students, researchers and practitioners in the respective fields.
Measurement techniques form the basis of scientific, engineering, and industrial innovations. The methods and instruments of measurement for different fields are constantly improving, and it's necessary to address not only their significance but also the challenges and issues associated with them. Strategic Applications of Measurement Technologies and Instrumentation is a collection of innovative research on the methods and applications of measurement techniques in medical and scientific discoveries, as well as modern industrial applications. The book is divided into two sections with the first focusing on the significance of measurement strategies in physics and biomedical applications and the second examining measurement strategies in industrial applications. Highlighting a range of topics including material assessment, measurement strategies, and nanoscale materials, this book is ideally designed for engineers, academicians, researchers, scientists, software developers, graduate students, and industry professionals.
This book gives the reader a survey of hundreds results in the
field of the cell and cell associated objects modeling.
Applications to modeling in the areas of AIDS, cancers and life
longevity are investigated in this book.
Discover the relevance of mathematics in your own life as you master important concepts and skills in Waner/Costenoble’s APPLIED CALCULUS, 8th Edition. Updated, numerous examples and applications use real data from well-known businesses, current economic and life events -- from cryptocurrency to COVID -- to demonstrate how the principles you are learning impact you. Readable, streamlined content clearly presents concepts while numerous learning features and tools help you review and practice. Spreadsheet and TI graphing calculator instructions appear where needed. In addition, WebAssign online tools and an interactive eTextbook include teaching videos by an award-winning instructor. You can refine your skills in the necessary math prerequisites with additional examples and powerful adaptive practice sessions. A helpful website from the authors also offers online tutorials and videos on every topic to support your learning, no matter what your learning style.
Building on the success of the first edition, An Introduction to Number Theory with Cryptography, Second Edition, increases coverage of the popular and important topic of cryptography, integrating it with traditional topics in number theory. The authors have written the text in an engaging style to reflect number theory's increasing popularity. The book is designed to be used by sophomore, junior, and senior undergraduates, but it is also accessible to advanced high school students and is appropriate for independent study. It includes a few more advanced topics for students who wish to explore beyond the traditional curriculum. Features of the second edition include Over 800 exercises, projects, and computer explorations Increased coverage of cryptography, including Vigenere, Stream, Transposition,and Block ciphers, along with RSA and discrete log-based systems "Check Your Understanding" questions for instant feedback to students New Appendices on "What is a proof?" and on Matrices Select basic (pre-RSA) cryptography now placed in an earlier chapter so that the topic can be covered right after the basic material on congruences Answers and hints for odd-numbered problems About the Authors: Jim Kraft received his Ph.D. from the University of Maryland in 1987 and has published several research papers in algebraic number theory. His previous teaching positions include the University of Rochester, St. Mary's College of California, and Ithaca College, and he has also worked in communications security. Dr. Kraft currently teaches mathematics at the Gilman School. Larry Washington received his Ph.D. from Princeton University in 1974 and has published extensively in number theory, including books on cryptography (with Wade Trappe), cyclotomic fields, and elliptic curves. Dr. Washington is currently Professor of Mathematics and Distinguished Scholar-Teacher at the University of Maryland.
This book gives a systematic investigation of convection in systems comprised of liquid layers with deformatable interfaces. This new edition includes completely updated and new material on flows in ultra thin films and brings up to date progress made in the technology on micro and nano scales. Also, this revised edition will reflect progress in thedynamics of complex fluids."
This monograph provides a careful review of the major statistical techniques used to analyze regression data with nonconstant variability and skewness. The authors have developed statistical techniques--such as formal fitting methods and less formal graphical techniques-- that can be applied to many problems across a range of disciplines, including pharmacokinetics, econometrics, biochemical assays, and fisheries research.
This proceedings volume gathers selected, revised papers presented at the X International Meeting on Lorentzian Geometry (GeLoCor 2021), virtually held at the University of Cordoba, Spain, on February 1-5, 2021. It includes surveys describing the state-of-the-art in specific areas, and a selection of the most relevant results presented at the conference. Taken together, the papers offer an invaluable introduction to key topics discussed at the conference and an overview of the main techniques in use today. This volume also gathers extended revisions of key studies in this field. Bringing new results and examples, these unique contributions offer new perspectives to the original problems and, in most cases, extend and reinforce the robustness of previous findings. Hosted every two years since 2001, the International Meeting on Lorentzian Geometry has become one of the main events bringing together the leading experts on Lorentzian geometry. In this volume, the reader will find studies on spatial and null hypersurfaces, low regularity in general relativity, conformal structures, Lorentz-Finsler spacetimes, and more. Given its scope, the book will be of interest to both young and experienced mathematicians and physicists whose research involves general relativity and semi-Riemannian geometry.
A complete introduction to the field of computational physics, with examples and exercises in the Python programming language. Computers play a central role in virtually every major physics discovery today, from astrophysics and particle physics to biophysics and condensed matter. This book explains the fundamentals of computational physics and describes in simple terms the techniques that every physicist should know, such as finite difference methods, numerical quadrature, and the fast Fourier transform. The book offers a complete introduction to the topic at the undergraduate level, and is also suitable for the advanced student or researcher who wants to learn the foundational elements of this important field.
The theory of complex functions is a strikingly beautiful and powerful area of mathematics. Some particularly fascinating examples are seemingly complicated integrals which are effortlessly computed after reshaping them into integrals along contours, as well as apparently difficult differential and integral equations, which can be elegantly solved using similar methods. To use them is sometimes routine but in many cases it borders on an art. The goal of the book is to introduce the reader to this beautiful area of mathematics and to teach him or her how to use these methods to solve a variety of problems ranging from computation of integrals to solving difficult integral equations. This is done with a help of numerous examples and problems with detailed solutions.
The International Symposium on Computational & Applied PDEs was held at Zhangjiajie National Park of China from July 1-7, 2001. The main goal of this conference is to bring together computational, applied and pure mathematicians on different aspects of partial differential equations to exchange ideas and to promote collaboration. Indeed, it attracted a number of leading scientists in computational PDEs including Doug Arnold (Minnesota), Jim Bramble (Texas A & M), Achi Brandt (Weizmann), Franco Brezzi (Pavia), Tony Chan (UCLA), Shiyi Chen (John Hopkins), Qun Lin (Chinese Academy of Sciences), Mitch Luskin (Minnesota), Tom Manteuffel (Colorado), Peter Markowich (Vienna), Mary Wheeler (Texas Austin) and Jinchao Xu (Penn State); in applied and theoretical PDEs including Weinan E (Princeton), Shi Jin (Wisconsin), Daqian Li (Fudan) and Gang Tian (MIT). It also drew an international audience of size 100 from Austria, China, Germany, Hong Kong, Iseael, Italy, Singapore and the United States. The conference was organized by Yunqing Huang of Xiangtan University, Jinchao Xu of Penn State University, and Tony Chan of UCLA through ICAM (Institute for Computational and Applied Mathematics) of Xiangtan university which was founded in January 1997 and directed by Jinchao Xu. The scientific committee of this conference consisted of Randy Bank of UCSD, Tony Chan of UCLA, K. C.
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author's own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.
This book facilitates both the theoretical background and applications of fuzzy, intuitionistic fuzzy and rough, fuzzy rough sets in the area of data science. This book provides various individual, soft computing, optimization and hybridization techniques of fuzzy and intuitionistic fuzzy sets with rough sets and their applications including data handling and that of type-2 fuzzy systems. Machine learning techniques are effectively implemented to solve a diversity of problems in pattern recognition, data mining and bioinformatics. To handle different nature of problems, including uncertainty, the book highlights the theory and recent developments on uncertainty, fuzzy systems, feature extraction, text categorization, multiscale modeling, soft computing, machine learning, deep learning, SMOTE, data handling, decision making, Diophantine fuzzy soft set, data envelopment analysis, centrally measures, social networks, Volterra–Fredholm integro-differential equation, Caputo fractional derivative, interval optimization, decision making, classification problems. This book is predominantly envisioned for researchers and students of data science, medical scientists and professional engineers.
Written as a textbook, A First Course in Functional Analysis is an introduction to basic functional analysis and operator theory, with an emphasis on Hilbert space methods. The aim of this book is to introduce the basic notions of functional analysis and operator theory without requiring the student to have taken a course in measure theory as a prerequisite. It is written and structured the way a course would be designed, with an emphasis on clarity and logical development alongside real applications in analysis. The background required for a student taking this course is minimal; basic linear algebra, calculus up to Riemann integration, and some acquaintance with topological and metric spaces.
Many books on optimization consider only finite dimensional spaces. This volume is unique in its emphasis: the first three chapters develop optimization in spaces without linear structure, and the analog of convex analysis is constructed for this case. Many new results have been proved specially for this publication. In the following chapters optimization in infinite topological and normed vector spaces is considered. The novelty consists in using the drop property for weak well-posedness of linear problems in Banach spaces and in a unified approach (by means of the Dolecki approximation) to necessary conditions of optimality. The method of reduction of constraints for sufficient conditions of optimality is presented. The book contains an introduction to non-differentiable and vector optimization. Audience: This volume will be of interest to mathematicians, engineers, and economists working in mathematical optimization.
This pioneering work deals with the parameterization of rockfalls in the context of 3D run-out modelling at a study site in the Bavarian Alps. The main objective was to cover not only low-magnitude, high-frequency rockfalls (<10 m3) but also Mid-Magnitude events, which involve rock volumes of between 10 and 100 m3 (boulder falls) and between 100 and 10,000 m3 (block falls). As Mid-Magnitude events have been insufficiently covered in terms of rockfall modelling up to now, a geomechanical approach has been developed to characterize those events by means of a case study. For a 200 m3 limestone block a potential failure scenario was analysed by combining a deterministic failure analysis with a numerical process-based run-out model. To model potential run-out scenarios of the 200 m3 block, the beta version of the code RAMMS::Rockfall, developed by the Swiss Institute for Snow and Avalanche Research (SLF), was applied. RAMMS::Rockfall makes it possible to include the block shape and thus consider the effects of varying block shapes on the run-out distance. The run-out modelling for the entire project site was performed using the scientific code Rockyfor3D (Dorren/ecorisQ). To provide quantitative information in terms of input parameters, a field recording of block sizes at the talus slope, as well as a detailed discontinuity analysis at the source area, were conducted. The book successfully demonstrates how detailed and quantitative field investigation can contribute to 3D rockfall modelling.
Measuring productive efficiency for nonprofit organizations has posed a great challenge to applied researchers today. The problem has many facets and diverse implications for a number of disciplines such as economics, applied statistics, management science and information theory. This monograph discusses four major areas, which emphasize the applied economic and econometric as. pects of the production frontier analysis: A. Stochastic frontier theory, B. Data envelopment analysis, C. Clustering and estimation theory, D. Economic and managerial applications Besides containing an up-to-date survey of the mos. t recent developments in the field, the monograph presents several new results and theorems from my own research. These include but are not limited to the following: (1) interface with parametric theory, (2) minimax and robust concepts of production frontier, (3) game-theoretic extension of the Farrell and Johansen models, (4) optimal clustering techniques for data envelopment analysis and (5) the dynamic and stochastic generalizations of the efficiency frontier at the micro and macro levels. In my research work in this field I have received great support and inspiration from Professor Abraham Charnes of the University of Texas at Austin, who has basically founded the technique of data envelopment analysis, developed it and is still expanding it. My interactions with him have been most fruitful and productive. I am deeply grateful to him. Finally, I must record my deep appreciation to my wife and two children for their loving and enduring support. But for their support this work would not have been completed.
Traditional utility theory, growing out of the ideas of von Neumann & Morgenstern and Savage, asserts that wise decision makers should maximize some form of expected utility. Decision analysis as a technology implements this prescription. But even after careful thought, people do not necessarily behave that way. The new generalized utility theories attempt to model what people actually do. This book grows out of a NSF-sponsored Conference that brought generalized utility theorists and decision analysts together to examine the normative, prescriptive, and descriptive implications of the new utility theories. The book begins with a review of the phenomena that the new utility theories are intended to explain and of the theories themselves. It then presents the old time religion' of utility maximization as a normative and prescriptive theory. It explores how utility maximization needs to be and can be amplified and supplemented for practical prescriptive purposes. The next section of the book looks at what characteristics generalized utility theories would need to have in order to be prescriptively useful. The crucial one turns out to be a form of path independence. Two chapters show that the form of path independence essentially forces the theory embodying it to be a version of traditional utility maximization. The next section of the book looks at the relation between gneralized utility theories and the data they are intended to explain. A final section contains an evaluative discussion that weaves the themes of the book together. Utility Theories: Measurements and Applications provides a definitive answer to the question about the relation between new utility theories and decisionanalysis that inspired it. It also brings into focus a number of related questions, and reports a great deal of theoretical and empirical progress on the topics to which it is addressed.
This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.
This book highlights the proceedings of the International Conference on Atomic, Molecular, Optical and Nano-Physics with Applications (CAMNP 2019), organized by the Department of Applied Physics, Delhi Technological University, New Delhi, India. It presents experimental and theoretical studies of atoms, ions, molecules and nanostructures both at the fundamental level and on the application side using advanced technology. It highlights how modern tools of high-field and ultra-fast physics are no longer merely used to observe nature but can be used to reshape and redirect atoms, molecules, particles or radiation. It brings together leading researchers and professionals on the field to present and discuss the latest finding in the following areas, but not limited to: Atomic and Molecular Structure, Collision Processes, Data Production and Applications Spectroscopy of Solar and Stellar Plasma Intense Field, Short Pulse Laser and Atto-Second Physics Laser Technology, Quantum Optics and applications Bose Einstein condensation Nanomaterials and Nanoscience Nanobiotechnolgy and Nanophotonics Nano and Micro-Electronics Computational Condensed Matter Physics |
You may like...
Advances in the Theory and Applications…
Wojciech Mitkowski, Janusz Kacprzyk, …
Hardcover
India and the British Empire
Douglas M Peers, Nandini Gooptu
Hardcover
R2,093
Discovery Miles 20 930
Complex Plasmas And Colloidal…
Alexei Ivlev, Gregor Morfill, …
Hardcover
R2,188
Discovery Miles 21 880
Domain Decomposition Methods in Science…
Jocelyne Erhel, Martin J. Gander, …
Hardcover
R5,340
Discovery Miles 53 400
People's War - New Light On The Struggle…
Anthea Jeffery
Paperback
(1)
Physics of Semiconductor Devices
J.-p. Colinge, C. A Colinge
Hardcover
R6,065
Discovery Miles 60 650
|